Your .reg
file doesn't look right. The format is very odd. It should look something more like this:
Windows Registry Editor Version 5.00 [HKEY_CLASSES_ROOT\DemoStart] "URL Protocol"="" [HKEY_CLASSES_ROOT\DemoStart\shell] [HKEY_CLASSES_ROOT\DemoStart\shell\open] [HKEY_CLASSES_ROOT\DemoStart\shell\open\command] @="\"java.exe\" -jar \"C:\\Users\\John\\Desktop\\demo.jar\""
If this still doesn't work, double check that java is in your PATH. If it is, and it still doesn't work, try replacing "java" with the full path to the Java exe.